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iShares MSCI Thailand ETF (THD)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US4642866242

CUSIP

464286624

Issuer

iShares

Inception Date

Mar 26, 2008

Region

Emerging Asia Pacific (Thailand)

Leveraged

1x

Index Tracked

MSCI Thailand Investable Market Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

THD features an expense ratio of 0.59%, falling within the medium range.


Expense ratio chart for THD: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
THD vs. GREK THD vs. AAXJ THD vs. EPU THD vs. VPL THD vs. VOO THD vs. SSO THD vs. INDA THD vs. SPY THD vs. GQETX THD vs. IEMG
Popular comparisons:
THD vs. GREK THD vs. AAXJ THD vs. EPU THD vs. VPL THD vs. VOO THD vs. SSO THD vs. INDA THD vs. SPY THD vs. GQETX THD vs. IEMG

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares MSCI Thailand ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


50.00%100.00%150.00%200.00%250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
85.93%
350.94%
THD (iShares MSCI Thailand ETF)
Benchmark (^GSPC)

Returns By Period

iShares MSCI Thailand ETF had a return of -4.02% year-to-date (YTD) and -2.87% in the last 12 months. Over the past 10 years, iShares MSCI Thailand ETF had an annualized return of -0.20%, while the S&P 500 had an annualized return of 11.06%, indicating that iShares MSCI Thailand ETF did not perform as well as the benchmark.


THD

YTD

-4.02%

1M

-4.94%

6M

10.31%

1Y

-2.87%

5Y*

-4.78%

10Y*

-0.20%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of THD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-6.91%-0.69%-1.07%-1.59%0.12%-3.77%5.23%7.79%12.56%-4.45%-4.21%-4.02%
20235.91%-10.71%3.16%-3.39%-3.51%-2.06%7.54%-2.40%-9.49%-4.26%1.89%5.87%-12.63%
20220.58%4.40%-2.45%-4.51%1.87%-7.63%-0.45%1.82%-6.96%2.32%10.60%3.05%1.22%
2021-0.17%1.23%5.57%-1.79%0.50%-2.43%-6.22%8.77%-6.17%2.69%-4.89%6.08%1.87%
2020-9.92%-10.91%-18.25%12.84%8.43%2.30%-2.80%-0.58%-8.09%-2.77%23.31%3.04%-9.89%
20199.77%-1.42%-1.43%2.56%-1.11%8.41%-3.76%-2.17%-1.44%-0.80%-0.63%0.97%8.32%
20187.73%0.89%-0.84%-2.24%-3.50%-11.00%8.39%1.28%4.42%-8.06%-0.54%-3.27%-8.25%
20174.98%-0.89%3.97%-0.60%0.85%1.46%1.46%4.56%4.52%2.44%1.21%3.91%31.45%
20164.54%3.31%6.41%0.83%-0.40%3.49%7.94%1.59%-2.71%-2.01%-0.24%1.42%26.32%
20153.15%2.22%-2.82%-0.74%-3.36%-0.19%-6.38%-7.49%-3.46%4.67%-1.69%-7.62%-22.03%
2014-4.85%5.43%5.56%4.70%-3.49%6.89%0.92%7.15%0.41%-0.85%0.17%-6.31%15.56%
20135.69%3.06%1.39%4.28%-10.04%-6.49%-3.28%-11.90%11.55%5.28%-6.51%-5.74%-14.56%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of THD is 11, meaning it’s performing worse than 89% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of THD is 1111
Overall Rank
The Sharpe Ratio Rank of THD is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of THD is 1111
Sortino Ratio Rank
The Omega Ratio Rank of THD is 1111
Omega Ratio Rank
The Calmar Ratio Rank of THD is 1111
Calmar Ratio Rank
The Martin Ratio Rank of THD is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares MSCI Thailand ETF (THD) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for THD, currently valued at -0.04, compared to the broader market0.002.004.00-0.042.10
The chart of Sortino ratio for THD, currently valued at 0.07, compared to the broader market-2.000.002.004.006.008.0010.000.072.80
The chart of Omega ratio for THD, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.011.39
The chart of Calmar ratio for THD, currently valued at -0.02, compared to the broader market0.005.0010.0015.00-0.023.09
The chart of Martin ratio for THD, currently valued at -0.08, compared to the broader market0.0020.0040.0060.0080.00100.00-0.0813.49
THD
^GSPC

The current iShares MSCI Thailand ETF Sharpe ratio is -0.04. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares MSCI Thailand ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.04
2.10
THD (iShares MSCI Thailand ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares MSCI Thailand ETF provided a 3.21% dividend yield over the last twelve months, with an annual payout of $1.90 per share.


2.00%2.50%3.00%3.50%$0.00$0.50$1.00$1.50$2.00$2.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.90$1.87$1.81$2.40$1.78$2.12$2.13$2.00$1.88$2.10$1.81$2.01

Dividend yield

3.21%2.92%2.41%3.16%2.31%2.42%2.57%2.16%2.61%3.58%2.34%2.93%

Monthly Dividends

The table displays the monthly dividend distributions for iShares MSCI Thailand ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$1.14$0.00$0.00$0.00$0.00$0.00$0.77$1.90
2023$0.00$0.00$0.00$0.00$0.00$1.21$0.00$0.00$0.00$0.00$0.00$0.66$1.87
2022$0.00$0.00$0.00$0.00$0.00$1.23$0.00$0.00$0.00$0.00$0.00$0.59$1.81
2021$0.00$0.00$0.00$0.00$0.00$1.28$0.00$0.00$0.00$0.00$0.00$1.12$2.40
2020$0.00$0.00$0.00$0.00$0.00$1.33$0.00$0.00$0.00$0.00$0.00$0.45$1.78
2019$0.00$0.00$0.00$0.00$0.00$1.44$0.00$0.00$0.00$0.00$0.00$0.68$2.12
2018$0.00$0.00$0.00$0.00$0.00$1.52$0.00$0.00$0.00$0.00$0.00$0.61$2.13
2017$0.00$0.00$0.00$0.00$0.00$1.37$0.00$0.00$0.00$0.00$0.00$0.63$2.00
2016$0.00$0.00$0.00$0.00$0.00$1.12$0.00$0.00$0.00$0.00$0.00$0.76$1.88
2015$0.00$0.00$0.00$0.00$0.00$1.55$0.00$0.00$0.00$0.00$0.00$0.55$2.10
2014$0.00$0.00$0.00$0.00$0.00$1.29$0.00$0.00$0.00$0.00$0.00$0.52$1.81
2013$1.47$0.00$0.00$0.00$0.00$0.00$0.54$2.01

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-29.59%
-2.62%
THD (iShares MSCI Thailand ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares MSCI Thailand ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares MSCI Thailand ETF was 64.22%, occurring on Dec 1, 2008. Recovery took 415 trading sessions.

The current iShares MSCI Thailand ETF drawdown is 29.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-64.22%May 23, 2008133Dec 1, 2008415Jul 27, 2010548
-49.32%Feb 27, 2018516Mar 16, 2020
-37.99%May 9, 2013672Jan 7, 2016425Sep 14, 20171097
-29.99%Aug 2, 201144Oct 3, 201199Feb 24, 2012143
-15.79%May 3, 201221Jun 1, 201272Sep 13, 201293

Volatility

Volatility Chart

The current iShares MSCI Thailand ETF volatility is 4.61%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.61%
3.79%
THD (iShares MSCI Thailand ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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